Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47615.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46221.08 Kr¶

PnL: ---------------------------------------> -667.49 Kr¶

DD now: ---------------------------------> -2.085 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:43:37.020822'

Anic Portfolio¶

Today¶

Return: 0.174 %¶

This Week¶

Return: 0.174 %¶

Total¶

Return: 55.882 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 1.560000 653.130000 76.130000 13.190000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.190000 425.800000 70.800000 19.940000 355.000000
HMS Networks 2 0.560000 716.000000 43.000000 6.390000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.570000 263.280000 17.280000 7.020000 246.000000
Intrum 4 1.620000 541.000000 14.000000 2.660000 527.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
OEM International B 7 0.520000 539.700000 11.700000 2.220000 527.999997
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
Midsona B 63 0.000000 592.200000 9.200000 1.580000 582.999984
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Coor Service Management Hold. 8 -1.100000 540.000000 8.000000 1.500000 532.000000
Essity B 2 0.590000 579.800000 5.800000 1.010000 574.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -1.200000 577.940000 3.940000 0.690000 573.999998
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Securitas B 6 1.000000 569.280000 -0.720000 -0.130000 570.000000
Boozt 12 -1.220000 1650.000000 -4.000000 -0.240000 1653.999996
Swedbank A 3 -0.560000 557.850000 -6.150000 -1.090000 564.000000
Fastighetsbolag. Emilshus Pref 21 -1.120000 555.450000 -6.550000 -1.170000 562.000005
CTEK 13 0.030000 518.050000 -15.950000 -2.990000 533.999999
SAAB B 8 0.880000 3311.200000 -65.800000 -1.950000 3377.000000
International Petroleum Corp. 5 0.860000 525.000000 -69.570000 -11.700000 594.565215
Vivesto 1368 -0.150000 532.700000 -80.300000 -13.100000 612.999432
Sampo Oyj SDB 7 0.000000 3762.500000 -87.500000 -2.270000 3850.000000
OX2 18 -0.590000 1525.500000 -138.500000 -8.320000 1663.999992
Axfood 13 -0.220000 3547.700000 -208.300000 -5.550000 3756.000001
Ovzon 52 1.390000 3036.800000 -325.200000 -9.670000 3361.999992
Fasadgruppen Group 35 0.200000 3472.000000 -339.000000 -8.900000 3810.999990
TOTAL 46221.080000 -667.490000 -2.08499% 46888.564618

Updated:¶

'2023-01-16 09:43:49.394223'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶